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41.
In the insurance business risky investments are dangerous 总被引:3,自引:0,他引:3
42.
分析了国内外误差参数识别的方法,详细介绍了四线法识别和检测数控机床空间几何误差的过程和步骤,通过分析四线法的识别机床误差的工程,进一步识别数控机床空间几何误差的各项误差元素。为后续机床误差补偿提供理论依据。 相似文献
43.
Goran Peskir 《Finance and Stochastics》2005,9(2):251-267
We show that the optimal stopping boundary for the Russian option with finite horizon can be characterized as the unique solution of a nonlinear integral equation arising from the early exercise premium representation (an explicit formula for the arbitrage-free price in terms of the optimal stopping boundary having a clear economic interpretation). The results obtained stand in a complete parallel with the best known results on the American put option with finite horizon. The key argument in the proof relies upon a local time-space formula.Received: March 2004, Mathematics Subject Classification (2000):
91B28, 35R35, 45G10, 60G40, 60J60JEL Classification:
G13Goran Peskir: Centre for Analytical Finance (funded by the Danish Social Science Research Council) and Network in Mathematical Physics and Stochastics (funded by the Danish National Research Foundation).The first draft of the present paper has been completed in September 2002. I am indebted to Albert Shiryaev for useful comments. 相似文献
44.
Yasutaka Shimizu 《Scandinavian actuarial journal》2014,2014(7):620-648
This paper presents an asymptotic expansion of the ultimate ruin probability under Lévy insurance risks as the loading factor tends to zero. The expansion formula is obtained via the Edgeworth type expansion for compound geometric distributions. We give higher-order expansion of the ruin probability, any order of which is available in explicit form, and discuss a certain type of validity of the expansion. We shall also give applications to evaluation of the VaR-type risk measure due to ruin, and the scale function of spectrally negative Lévy processes. 相似文献
45.
46.
本文是“滚齿加工误差分析与检验组”一文的第二部分。这部分的主要内容是分析与研究滚齿加工时产生径向误差(亦称几何偏心)的原因,径向误差的合成方法、特征,径向误差与检验项目的关系、数学模型、几何意义。 相似文献
47.
So-Yeun Kim 《Scandinavian actuarial journal》2013,2013(2):118-137
The main focus of this paper is to extend the analysis of ruin-related quantities to the delayed renewal risk models. First, the background for the delayed renewal risk model is introduced and a general equation that is used as a framework is derived. The equation is obtained by conditioning on the first drop below the initial surplus level. Then, we consider the deficit at ruin among many random variables associated with ruin. The properties of the distribution function (DF) of the proper deficit are examined in particular. 相似文献
48.
《Enterprise Information Systems》2013,7(3):337-358
In computer-aided tolerance design (CAT), integrated design of dimensional and geometric tolerances is still one of the research hotspots. Polychromatic sets theory (PST) is a new mathematic tool, which is especially suitable for formal hierarchical structure models. Based on PST, in this article, a new hierarchical representation model for tolerance synthesis is presented to realise integrated design of dimensional and geometric tolerances. According to the inference relations between unified and individual colours of PST, the synthesis matrices of variational geometric constraints (VGC) are established in the VGC tier of the model, and the synthesis matrices of tolerance types are established in the tolerance type tier of the model. On this basis, the synthesis processes from the feature tier to the VGC tier and from the VGC tier to the tolerance type tier can be realised. VGCs, which are achieved by the synthesis matrices of VGCs, can be combined together to establish a well-constrained VGC network (VGCN). Tolerance types, which are achieved by the synthesis matrices of tolerance types, can be added to the well-constrained VGCN to construct a well-constrained tolerance network. An application example is given in the article to illustrate the synthesis steps. 相似文献
49.
以n重贝努里概型为基础,利用极限分布,讨论了概率论中最常见的二项分布、泊松分布、指数分布、正态分布之间的关系,从而得到n重贝努里概型贯穿概率论教程的结论。 相似文献
50.
The aggregation formula in the Human Development Index (HDI) was changed to a geometric mean in 2010. In this paper, we search for a theoretical justification for employing this new HDI formula. First, we find a maximal class of index functions, what we call quasi‐geometric means, that satisfy symmetry for the characteristics, normalization, and separability. Second, we show that power means are the only quasi‐geometric means satisfying homogeneity. Finally, the new HDI is the only power mean satisfying minimal lower boundedness, which is a local complementability axiom proposed by Herrero et al. (2010). 相似文献